-63.2%
CSGP vs POET
-37.4%
-25.8%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +19.0% | -23.7% | -5.1% |
| 7D | +1.3% | -2.5% | +3.8% | +1.2% |
| 30D | +10.7% | -31.7% | +42.4% | +11.6% |
| 3M | +3.3% | -40.6% | +43.8% | +4.4% |
| 6M | -10.3% | -47.8% | +37.5% | -10.4% |
| YTD | -54.6% | -19.9% | -34.7% | -56.5% |
| 1Y | -54.6% | -4.7% | -49.9% | -57.1% |
| 3Y | -60.3% | +275.6% | -335.9% | -66.6% |
| All | -63.2% | -37.4% | -25.8% | -66.2% |
Cumulative growth
Daily Returns
Daily percentage return beside POET.
Daily Out/Under-Performance
Portfolio return minus POET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × POET return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded POET wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling